Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.228699 0.246859 0.266255 0.288593 0.313710 0.341195 0.373708
2025-04-20 0.204166 0.227690 0.254038 0.285981 0.323991 0.368201 0.424151
2025-04-27 0.186527 0.213307 0.244434 0.283753 0.332778 0.392841 0.473530
2025-05-04 0.172695 0.201631 0.236322 0.281710 0.340669 0.416361 0.523864
2025-05-11 0.162426 0.193129 0.230962 0.282060 0.350994 0.443505 0.582242
2025-05-18 0.150248 0.181175 0.220105 0.274019 0.348998 0.453362 0.617253
2025-05-25 0.139279 0.169927 0.209203 0.264770 0.344110 0.458152 0.644855
2025-06-01 0.133169 0.164524 0.205491 0.264815 0.352027 0.482024 0.705361
2025-06-08 0.130117 0.162892 0.206597 0.271492 0.369983 0.522867 0.800482
2025-06-15 0.125757 0.159171 0.204497 0.273240 0.380475 0.552971 0.882305
2025-06-22 0.120873 0.154419 0.200593 0.271915 0.385874 0.575098 0.953323
2025-06-29 0.116106 0.149559 0.196206 0.269454 0.389077 0.593633 1.020704
2025-07-06 0.109782 0.142318 0.188148 0.261047 0.382179 0.594266 1.053182
2025-07-13 0.106560 0.139345 0.186165 0.261971 0.391005 0.624591 1.156863
2025-07-20 0.103388 0.136276 0.183843 0.262138 0.398464 0.653271 1.264278
2025-07-27 0.100310 0.133190 0.181306 0.261734 0.404805 0.680560 1.375950
2025-08-03 0.097861 0.130914 0.179866 0.263003 0.414246 0.715432 1.518023
2025-08-10 0.093710 0.125918 0.173961 0.256336 0.408239 0.716871 1.568351
2025-08-17 0.089507 0.120694 0.167480 0.248314 0.399010 0.710222 1.593810
2025-08-24 0.087434 0.118622 0.165875 0.248616 0.405869 0.740237 1.740713
2025-08-31 0.086784 0.118681 0.167641 0.254894 0.425052 0.801505 2.014279
2025-09-07 0.085207 0.117238 0.166895 0.256613 0.435152 0.842903 2.239667
2025-09-14 0.083142 0.114954 0.164668 0.255482 0.439200 0.869927 2.424540